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~isPartOf:"PhD Series"
~isPartOf:"Systemic risk tomography : signals, measurement and transmission channels"
~subject:"Experimental economics"
~subject:"Robustes Verfahren"
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Search: subject_exact:"Finanzmarktökonometrie"
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Experimental economics
Robustes Verfahren
Finanzmarktökonometrie
6
Financial crisis
4
Financial econometrics
4
Finanzkrise
4
Systemic risk
3
Systemrisiko
3
1977-2015
1
ARCH-Modell
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Agent-based modeling
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Agentenbasierte Modellierung
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Anleihe
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Bond
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Credit derivative
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Early warning system
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Euro area
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Eurozone
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Experimentelle Ökonomik
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Frühwarnsystem
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Geld-Brief-Spanne
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Kapitalmarkttheorie
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Kapitalstruktur
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Kreditderivat
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Modellierung
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Refinanzierung
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Regression analysis
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Regressionsanalyse
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Rendite
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Robust statistics
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Schuldenmanagement
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Schätztheorie
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De Peretti, Philippe
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Andersen, Jørgen Vitting
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Gatfaoui, Hayette
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Liu, Yi-Fang
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Nagot, Isabelle
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PhD Series
Systemic risk tomography : signals, measurement and transmission channels
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Are critical slowing down indicators useful to detect financial crises?
Gatfaoui, Hayette
;
Nagot, Isabelle
;
De Peretti, Philippe
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 73-93)
.
2017
Persistent link: https://www.econbiz.de/10011617887
Saved in:
2
Onset of financial instability studied via agent-based models
Liu, Yi-Fang
;
Andersen, Jørgen Vitting
;
De Peretti, …
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 95-125)
.
2017
Persistent link: https://www.econbiz.de/10011617889
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